Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/5bbca457-e3a2-4f3c-a010-5f33bb41a57e/
ABDX
Abingdon Health PlcSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
1 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.29
V
Value Analysis
Cheapness relative to fundamentals
19.0%ile
P/S
357.4×
P/B
478.2×
FCF Yield
-0.001
SH Yield
-0.002
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
83.00000000
/100 — 1=cheapest
VC2 (Trending Value)
89.00000000
/100
VC3 (Buyback)
89.00000000
/100
Negative FCF yield (-0.1%) — the business is currently cash-consumptive. VC2 score of 89.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
2.0%ile
ROE
-0.542
ROA
-0.324
Net Margin
-0.405
Op Margin
-0.416
GPA
0.354
Current
1.91
F-Score
2/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.374
Accruals
-0.022
lower=better
5yr Consist
No
F-Score of 2/9 flags fundamental deterioration — multiple signals are weakening.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
94.0%ile
6M Return
77.8%
12M Return
77.8%
12-1 Mom
77.8%
Risk-Adj
1.29
Vol 252d
60.3%
Vol 60d
143.5%
↑ Expanding
Max DD 12M
-25.0%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 78% is very strong — a clear uptrend. Near-term vol (144%) is expanding vs long-term (60%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.16
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Healthcare
· 75 peers
Sector Value %ile
35.5%
Sector Quality %ile
2.6%
P/B z-score
-0.17
Sector Avg OS
33.9%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Hot but Volatile
Strong momentum (94th) but high volatility (60%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (144%) significantly exceeds 252-day (60%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
5.6% avg (4 factors)
Quality
F
28.0% avg (7 factors)
Momentum
A
89.3% avg (4 factors)
Risk
F
16.2% avg (1 factors)
Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.160 | —1 | — | |
| Value %ile | 0.190 | —1 | — | |
| Quality %ile | 0.020 | —1 | — | |
| Momentum %ile | 0.940 | —1 | — | |
| F-Score | 2.000 | —1 | — | |
| Confidence | 0.678 | —0 | — | |
| Volatility | 0.603 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Sales
357.45
Price / Book
478.17
FCF Yield
-0.1%
Sales Yield (1/P·S)
0.0028
Shareholder Yield
Div + net buyback / mktcap
-0.2%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-54.2%
Return on Assets
-32.4%
Net Margin
-40.5%
Operating Margin
-41.6%
Gross Profit / Assets
Novy-Marx GPA
35.4%
Current Ratio
1.91
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.022
MomentumPrice trend strength over different horizons
6M Return
77.8%
12M Return
77.8%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
77.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.29
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
37.4%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
2
Dividend Yield
0.0%
Buyback Yield
-0.2%
O'Shaughnessy CompositesValue Composites (WWOWS 4th Ed) — 1=cheapest, 100=most expensive
VC1 (5-factor)
P/E+P/S+P/B+P/CF+EBITDA/EV
83
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
89
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
89
Capital Allocation & AlphaAlpha within factors — quality of management decisions
Veiled Value
Expensive by P/B, cheap by everything else
No
Market Leader
Above-avg mcap+revenue, non-utility
No
All Stocks Universe
Market cap > $200M
Yes
Tiny Titan
Micro-cap, low P/S, positive momentum
No
Quarterly Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity